Mood disorders are more frequent in women than men, however, the majority of research has focused on male rodents as animal models. We used a variety of common behavioral tests to look for differences in anxiety-like and social behaviors between and within C57BL/6J and BALB/cJ mice. Our results show that female C57BL/6J mice exhibited lower levels of anxiety-like behavior and higher levels of activity than female BALB/cJ during the open field and elevated plus maze tests. Principal component analysis generated more factors in the behavioral variables of males than females. In the open field, a sex difference was also found and factor 1 emerged as anxiety in males, and motor activity in females. While C57BL/6J mice were found to have higher levels of social exploration and social contacts, differences were found between the sexes (females were more social) in both strains for this measure and also for anxiety-like behaviors. When interacting with animals of the same sex, levels of sniffing body and huddling in both male and female C57BL/6J mice were higher than those in male and female BALB/cJ mice. However, in the between-sex interactions, male C57BL/6J mice sniffed the stimulus mouse less, and female C57BL/6J mice sniffed the stimulus more compared to BALB/cJ mice. This study provides important behavioral phenotypes and confirms the multidimensional behavioral structure of two widely used mice strains.